0.03Open0.01Pre Close12 Volume155 Open Interest250.00Strike Price36.00Turnover100.76%IV24.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0010Gamma6707.67Leverage Ratio-0.0282Theta0.0001Rho38.06Eff Leverage0.0027Vega